+384.5%
DXCM vs TCOM
+5.9%
+378.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +2.2% |
| 7D | +4.9% | -1.8% | +6.7% | +5.3% |
| 30D | -0.2% | +12.1% | -12.3% | -2.3% |
| 3M | -8.9% | -3.2% | -5.7% | -8.4% |
| 6M | +42.3% | -16.6% | +58.9% | +46.6% |
| YTD | +25.6% | -39.4% | +65.0% | +36.7% |
| 1Y | +39.5% | -41.5% | +81.1% | +52.9% |
| 3Y | -15.3% | +24.4% | -39.6% | -22.6% |
| 5Y | -48.4% | +41.6% | -90.0% | -56.8% |
| All | +384.5% | +5.9% | +378.7% | +271.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TCOM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling